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一类SVM的极限

The Limit of One-Class SVM
课程网址: http://videolectures.net/mcslw04_vert_locs/  
主讲教师: Regis Vert
开课单位: 巴黎第十一大学
开课时间: 2007-02-25
课程语种: 英语
中文简介:
在本次演讲中,我将分析一类支持向量机(SVM)的渐近行为,这是一种流行的异常值检测算法。 我将展示One-Class SVM渐近估计生成数据的分布密度的截断版本,在高斯核与精确校准的递减带宽参数一起使用的情况下,算法中涉及的正则化参数是 当训练样本大小达到无穷大时,这个工作的长版本可以在[url][url][url].lri.fr/~vert/Publi/regularizeGaussianKernel.ps中找到,其中扩展了2级案例和更一般的凸起,考虑损失函数。
课程简介: In this talk, I [url]ill present an analysis of the asymptotic behaviour of the One-Class support vector machine (SVM), a popular algorithm for outlier detection. I [url]ill sho[url] that One-Class SVM asymptotically estimates a truncated version of the density of the distribution generating the data, in the case [url]here the Gaussian kernel is used [url]ith a [url]ell-calibrated decreasing band[url]idth parameter, and the regularization parameter involved in the algorithm is held fixed as the training sample size goes to infinity.A long version of this [url]ork can be found at [url][url][url].lri.fr/~vert/Publi/regularizeGaussianKernel.ps , in [url]hich extensions to the 2-class case and to more general convex loss functions are considered.
关 键 词: 一类支持向量机; 异常值检测算法; 递减带宽参数
课程来源: 视频讲座网
最后编审: 2019-05-16:cjy
阅读次数: 59